+31.1%
GPC vs BNS
+93.4%
-62.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -0.6% | -1.3% | +0.7% | -0.1% |
| 30D | +1.3% | +4.0% | -2.7% | -0.6% |
| 3M | +37.1% | +13.8% | +23.3% | +28.4% |
| 6M | +23.2% | +32.7% | -9.5% | +7.2% |
| YTD | +13.1% | +27.6% | -14.5% | -0.1% |
| 1Y | +0.9% | +47.4% | -46.5% | -17.1% |
| 3Y | -0.8% | +129.0% | -129.8% | -34.8% |
| 5Y | +31.1% | +92.7% | -61.6% | -8.6% |
| All | +31.1% | +93.4% | -62.2% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling